+495.3%
WWD vs ACM
+124.8%
+370.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +1.4% |
| 7D | +0.6% | -3.7% | +4.3% | +3.0% |
| 30D | -5.1% | -12.7% | +7.6% | +1.7% |
| 3M | -11.2% | -9.8% | -1.4% | -7.1% |
| 6M | -12.0% | -31.4% | +19.4% | +8.9% |
| YTD | +12.0% | -32.1% | +44.1% | +37.5% |
| 1Y | +42.8% | -47.8% | +90.6% | +106.2% |
| 3Y | +168.9% | -22.1% | +191.0% | +189.2% |
| 5Y | +192.2% | +1.8% | +190.4% | +154.5% |
| 10Y | +495.3% | +132.5% | +362.7% | +201.2% |
| All | +495.3% | +124.8% | +370.5% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling